The least trimmed squares. III: Asymptotic normality.

MaRDI QIDQ5389870zbMATH OpenFDO

Authors Jan Ámos Víšek

Publication date 23 April 2012

Full work available at URL http://www.kybernetika.cz/content/2006/2/203

zbMATH Keywords

\(\sqrt {n}\)-consistencyrobust regression

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Robustness and adaptive procedures (parametric inference) (62F35) Linear regression; mixed models (62J05)

Recommendations

• The least trimmed squares. I: Consistency.
• The least trimmed squares. II: \(\sqrt {n}\)-consistency
• Least trimmed squares in nonlinear regression under dependence
• The asymptotics of the least trimmed absolute deviations (LTAD) estimator
• The asymptotics of S-estimators in the linear regression model

Cites work

• Asymptotic behavior of general M-estimates for regression and scale with random carriers
• Consistency of M-estimates in general regression models
• Estimating the contamination level of data in the framework of linear regression analysis
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• Improved feasible solution algorithms for high breakdown estimation.
• Linear programming approach to LMS-estimation
• On high breakdown point estimation
• On the diversity of estimates.
• Robust Statistics
• Sensitivity analysis of M-estimates
• Sensitivity analysis of \(M\)-estimates of nonlinear regression model: Influence of data subsets

Cited in

(14)

• The asymptotics of the least trimmed absolute deviations (LTAD) estimator
• Least trimmed squares in nonlinear regression under dependence
• The asymptotics of S-estimators in the linear regression model
• Analysis of the forward search using some new results for martingales and empirical processes
• Asymptotic theory of outlier detection algorithms for linear time series regression models
• Consistency of the least weighted squares under heteroscedasticity
• Least-trimmed squares: asymptotic normality of robust estimator in semiparametric regression models
• Optimality of the least weighted squares estimator.
• The least trimmed squares. I: Consistency.
• The least trimmed squares. II: \(\sqrt {n}\)-consistency
• Properties of the QME under asymmetrically distributed disturbances
• Discussion: The forward search: theory and data analysis
• Least sum of squares of trimmed residuals regression
• Tilted least squares robust estimators

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